This is normal with any car or truck with an automatic transmission and torque converter w/ lockup clutch. Under non-lockup the engine/flywheel side is moving faster than the transmission side. This allows for a torque multiplication and occurs at lower speeds. As the vehicle picks up speed the transmission side of torque converter begins to catch up with engine side. Eventually the transmission side is moving just slower than the engine side. This represents an inefficiency and by allowing the torque converter to lock up the transmission side will now be moving at the same speed as the engine side. At highway speed this can mean a significant increase in fuel economy.

This is why you feel the truck "shift" in-between 3rd and 4th. It is the torque converter locking up and is perfectly normal.

For more info you may want to check out:
http://www.howstuffworks.com

Hope this helps.

 

Thanks for giving a technical explanation Meen